A Dutch book coherence condition for conditional completely alternating Choquet expectations
Giulianella Coletti, Davide Petturiti, Barbara Vantaggi · Bollettino Della Unione Matematica Italiana · 2020
Abstract Stemming from de Finetti’s coherence for finitely additive (conditional) probabilities, the paradigm of coherence has been extended to other uncertainty calculi. We study the notion of coherence for conditional completely alternating Choquet expectations, providing an avoiding Dutch book like condition.